0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover132.91%IV3.69%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3396Delta0.0859Gamma60.25Leverage Ratio-0.8421Theta0.0006Rho20.46Eff Leverage0.0118Vega